-13.6%
OTIS vs PTEN
-3.4%
-10.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -5.0% | +2.8% | -7.8% | -5.1% |
| 30D | -6.5% | +17.6% | -24.1% | -7.1% |
| 3M | -2.0% | +8.2% | -10.1% | -2.2% |
| 6M | -20.2% | +38.1% | -58.3% | -22.2% |
| YTD | -21.0% | +117.3% | -138.3% | -26.2% |
| 1Y | -20.9% | +146.1% | -166.9% | -27.1% |
| All | -13.6% | -3.4% | -10.3% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PTEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling